It's not real PR, just some proposals. gh-15605

There are three main changes:

• format of umath-validation-set-* files has changed
• there are two scripts (not sure where to place them): first to generate data-sets from raw data and second to 'update' data-sets (renames test cases if necessary and checks if expected results are same as produced by mpmath)
• test_umath_accuracy throws error with name of particular test case

But there are also some issues:

• I don't now how to remove this ugly try catch (similar methods either are said to be less acurate or also have no error_message parameter):

try:
  assert_array_max_ulp(act, exp, maxulp=ulperr)
except:
  raise AssertionError('Nicely formatted error message')     

• scripts like generate_umath_data.py should be included in numpy itself or somewhere on github?